References of "Stochastic Processes and their Applications"
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See detailStatistical inference for Vasicek-type model driven by Hermite processes
Nourdin, Ivan UL; Tran, Thi Thanh Diu UL

in Stochastic Processes and Their Applications (in press)

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See detailA stochastic approach to the harmonic map heat flow on manifolds with time-dependent Riemannian metric
Guo, Hongxin UL; Philipowski, Robert UL; Thalmaier, Anton UL

in Stochastic Processes and their Applications (2014), 124(11), 3535-3552

We first prove stochastic representation formulae for space–time harmonic mappings defined on manifolds with evolving Riemannian metric. We then apply these formulae to derive Liouville type theorems ... [more ▼]

We first prove stochastic representation formulae for space–time harmonic mappings defined on manifolds with evolving Riemannian metric. We then apply these formulae to derive Liouville type theorems under appropriate curvature conditions. Space–time harmonic mappings which are defined globally in time correspond to ancient solutions to the harmonic map heat flow. As corollaries, we establish triviality of such ancient solutions in a variety of different situations. [less ▲]

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